NYMEX Light Sweet Crude Oil Future October 2022


Trading Metrics calculated at close of trading on 28-Jun-2022
Day Change Summary
Previous Current
27-Jun-2022 28-Jun-2022 Change Change % Previous Week
Open 100.95 103.76 2.81 2.8% 104.33
High 104.12 106.41 2.29 2.2% 106.59
Low 99.59 103.58 3.99 4.0% 97.77
Close 103.30 105.99 2.69 2.6% 101.47
Range 4.53 2.83 -1.70 -37.5% 8.82
ATR 4.37 4.28 -0.09 -2.1% 0.00
Volume 47,023 63,949 16,926 36.0% 265,640
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 113.82 112.73 107.55
R3 110.99 109.90 106.77
R2 108.16 108.16 106.51
R1 107.07 107.07 106.25 107.62
PP 105.33 105.33 105.33 105.60
S1 104.24 104.24 105.73 104.79
S2 102.50 102.50 105.47
S3 99.67 101.41 105.21
S4 96.84 98.58 104.43
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 128.40 123.76 106.32
R3 119.58 114.94 103.90
R2 110.76 110.76 103.09
R1 106.12 106.12 102.28 104.03
PP 101.94 101.94 101.94 100.90
S1 97.30 97.30 100.66 95.21
S2 93.12 93.12 99.85
S3 84.30 88.48 99.04
S4 75.48 79.66 96.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.41 97.77 8.64 8.2% 4.65 4.4% 95% True False 65,066
10 114.84 97.77 17.07 16.1% 5.01 4.7% 48% False False 59,890
20 115.44 97.77 17.67 16.7% 4.33 4.1% 47% False False 45,549
40 115.44 93.00 22.44 21.2% 4.02 3.8% 58% False False 33,774
60 115.44 90.48 24.96 23.5% 3.84 3.6% 62% False False 28,565
80 115.44 84.10 31.34 29.6% 4.33 4.1% 70% False False 25,478
100 115.44 79.06 36.38 34.3% 4.04 3.8% 74% False False 23,628
120 115.44 72.32 43.12 40.7% 3.63 3.4% 78% False False 20,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.20
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118.44
2.618 113.82
1.618 110.99
1.000 109.24
0.618 108.16
HIGH 106.41
0.618 105.33
0.500 105.00
0.382 104.66
LOW 103.58
0.618 101.83
1.000 100.75
1.618 99.00
2.618 96.17
4.250 91.55
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 105.66 104.75
PP 105.33 103.51
S1 105.00 102.28

These figures are updated between 7pm and 10pm EST after a trading day.

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